Ok, let's take this step by step.
First of all, a definition for
phrase. This is from one of my grammar book,
Cliffs Quick Review:
"A phrase is a group of words that act as a part of speech but cannot stand alone as a sentence."
Look at the following sentence:
"
The woman in the trench coat pulled out her cellular phone."
Now in the above sentence, "in the trench coat" is a phrase that has the same function as an adjective as it describes the
noun woman.
"in the trench" coat couldn't stand alone as a clause or as a sentence as it has no subject-predicate.
A
phrasal verb is actually even easier to understand.
Once again, a definition. This time it comes from the grammar glossary found on his website:
"
Phrasal verbs are
idiomatic expressions, combining
verbs and
prepositions to make new verbs whose meaning is often not obvious from the dictionary definitions of the individual words. They are widely used in both written and spoken English, and new ones are formed all the time as they are a flexible way of creating new terms."
Take the following verb:
To
beat:
"If you beat someone or something, you hit them very hard."
Now if you add the preposition "down" to the verb "beat", you have a different meaning! This is called a phrasal verb because it's a verbal expression
consisting of a few words.
To
beat down:
"The sun was
beating down on us as we crossed the desert."
"Beating down" here means that the sunshine was very strong as they crossed the desert. Of course it doesn't mean the sun hit them physically
"Beat down" only has its specific meaning if taken as a unit. It loses its meaning if "beat" and "down" are taken as two separate, unrelated units.
Finally,
the idiom.
Definition, from Collins CoBuild:
"An idiom is a group of words which have a different meaning when used together from the one they would have if you took the meaning of each word separately. "
Take the following sentence for example:
"He grabbed the bull by the horns."
This is an expression that express an idea. It shouldn't be taken literally.
Idioms may or may not contain
phrasal verbs.
"This song
drives me
up the wall."
In this idiom (when something drives you the up wall, it really annoys you), there's the phrasal verb "drive up".
Hope this helps.
odd run 
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